THE EFFECTS OF TRANSACTION COSTS AND DIFFERENT BORROWING AND LENDING RATES ON THE OPTION PRICING MODEL - A NOTE

被引：13

作者：

GILSTER, JE ^{[1
]}

LEE, W ^{[1
]}

机构：

[1] UNIV ILLINOIS,URBANA,IL 61801

来源：

JOURNAL OF FINANCE | 1984年 / 39卷 / 04期

关键词：

D O I：

10.2307/2327625

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：1215 / 1221

页数：7

相关论文

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